+69.6%
OTIS vs SPYG
+287.3%
-217.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -4.3% | -1.7% | -2.6% | -3.6% |
| 3M | -2.2% | +3.6% | -5.8% | -4.1% |
| 6M | -19.9% | +16.6% | -36.5% | -26.2% |
| YTD | -19.3% | +13.4% | -32.7% | -24.8% |
| 1Y | -19.6% | +19.6% | -39.2% | -27.3% |
| 3Y | -11.5% | +99.8% | -111.3% | -41.6% |
| 5Y | -16.8% | +85.0% | -101.7% | -43.5% |
| All | +69.6% | +287.3% | -217.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling